Non-exponential stability of scalar stochastic Volterra equations.

DOI10.1016/S0167-7152(03)00035-XzbMath1232.60044OpenAlexW2038804226MaRDI QIDQ1423223

John A. D. Appleby, David W. Reynolds

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00035-x

zbMATH Keywords

Itô-Volterra equationsAlmost sure exponential asymptotic stabilityStochastic integrodifferential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

Related Items (5)

\(p\)th mean integrability and almost sure asymptotic stability of solutions of Itô-Volterra equations ⋮ Mean square exponential and non-exponential asymptotic stability of impulsive stochastic Volterra equations ⋮ DECAY AND GROWTH RATES OF SOLUTIONS OF SCALAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY AND STATE DEPENDENT NOISE ⋮ Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations ⋮ Growth and fluctuation in perturbed nonlinear Volterra equations

Cites Work

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